+585.7%
JPM vs SAN
+347.0%
+238.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -2.8% | +0.4% | -1.0% |
| 30D | -2.3% | -0.5% | -1.8% | -2.2% |
| 3M | +14.9% | +22.7% | -7.9% | +3.7% |
| 6M | +23.6% | +28.8% | -5.2% | +8.3% |
| YTD | +11.3% | +26.3% | -15.0% | -2.5% |
| 1Y | +19.9% | +48.8% | -29.0% | -3.4% |
| 3Y | +162.6% | +347.2% | -184.6% | +15.9% |
| 5Y | +154.6% | +383.8% | -229.1% | +2.4% |
| All | +585.7% | +347.0% | +238.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling